Tail dependence functions and vine copulas (Q1041080): Difference between revisions

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-.1016/j.jmva.2009.08.002
@@ Property / DOI: 10.1016/j.jmva.2009.08.002 / rank @@
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+Probability density decomposition for conditionally dependent random variables modeled by vines
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+Vines -- a new graphical model for dependent random variables.
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+Uncertainty Analysis with High Dimensional Dependence Modelling
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+Q4382161
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+Q3281461
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+Tail dependence for elliptically contoured distributions
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+On the extremal dependence coefficient of multivariate distributions
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+Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
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+Multivariate conditional versions of Spearman's rho and related measures of tail dependence
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+Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case
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+Orthant tail dependence of multivariate extreme value distributions
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+Q3771297
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+Copulas: Tales and facts (with discussion)
@@ Property / cites work: Copulas: Tales and facts (with discussion) / rank @@
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+Extreme value properties of multivariate \(t\) copulas
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+Multivariate Pareto Distributions
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+Note on the multivariate Burr's distribution
@@ Property / cites work: Note on the multivariate Burr's distribution / rank @@
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+Uniform representations of bivariate distributions
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+Q3924998
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+A characterization of Gumbel's family of extreme value distributions
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+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
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+Q5533688
@@ Property / cites work: Q5533688 / rank @@
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@@ Property / DOI @@
+.1016/J.JMVA.2009.08.002
@@ Property / DOI: 10.1016/J.JMVA.2009.08.002 / rank @@
+Normal rank